+4.1%
ACN vs CME
+17.3%
-13.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.8% | +3.9% | -7.8% | -5.5% |
| 30D | +16.5% | +11.3% | +5.2% | +11.8% |
| 3M | +41.5% | +19.6% | +21.9% | +32.5% |
| 6M | +60.1% | +8.1% | +52.0% | +47.6% |
| YTD | -3.9% | +20.4% | -24.4% | -9.1% |
| 1Y | +4.1% | +16.5% | -12.4% | -2.9% |
| All | +4.1% | +17.3% | -13.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling